Just upgraded to the latest pihole version, which should be using sqlite3.
pihole-FTL.log has these lines:
[2017-06-17 11:46:58.621] Cannot open database: unable to open database file
[2017-06-17 11:46:58.621] Creating new (empty) database
[2017-06-17 11:46:58.622] Can't create database: unable to open database file
[2017-06-17 11:46:58.622] Database not available
I suspect it's a permissions thing. Running on a Raspberry Pi Zero W, with the latest Rspbian. I haven't modified anything in the pihole setup - it's whatever the install script created.
I'm guessing the DB file would go in /var/log, but I don't know the cleanest way to allow pihole-FTL to create a new file there.